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Portfolio Rebalancing
- Binding:
- Hardback
- Pages:
- 248
- Published:
- November 5, 2018
- Dimensions:
- 241x164x16 mm.
- Weight:
- 532 g.
Delivery:
2-3 weeks
Expected delivery: December 5, 2024
About Edward E. (PanAgora Asset Management Qian
View all books by Edward E. (PanAgora Asset Management QianDescription of Portfolio Rebalancing
This book provides analysis of the effects of portfolio rebalancing on portfolio returns and risks, examining when and why fixed-weight portfolios might outperform buy-and-hold portfolios, and the effects of portfolio rebalancing in capital markets and understand why many capitalization-weighted indices underperform fixed-weight portfolios.
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